Wirtschaftswissenschaftliche Fakultät


Course Details

Prof. Klein

Analytics & Optimization: Methods & Software

Lecturer: N.N.
Type: Seminar
Exam: Presentation, written assignment
Term: Winter and summer
Level: Master
Limitation: An application to attend is necessary.

The seminar addresses students with a solid quantitative background (propositional calculus, proof-writing techniques, set theory, linear optimization, mixed integer programming, dynamic optimization, linear algebra and advanced multivariate calculus) and a solid handling of an object-oriented programming language (e.g., Java or Python). All topics include the in-depth presentation of mathematical models and/or the implementation/application of solution methods and algorithms. In groups of two, the course participants elaborate issues from the main fields of research of the Chair of Analytics & Optimization. Thereby, they acquire the ability to read up on and delve into new topics independently. The students are required to submit a written elaboration and give an in class presentation at the end of the course. Based on basic literature provided by the chair, the participants develop an advanced optimization method and implement it with standard software (provided by the chair, too). Among others, the topics elaborated in the seminar are derived from the following domains of research: - decomposition of complex optimization models - dealing with more than one objective - risk analysis and sensitivity analysis - robust and stochastic optimization - dynamic optimization

For further information or application procedure please check the module manual and the website of the chair.